A python library for computing technical analysis indicators on streaming data.
Order Flow Ticks, Volume/TPO Profile, Weis & Wyckoff System and more for Python with mplfinance/plotly!
An algorithm that intelligently executes a crypto order over time via Coinbase
Volume Weighted Average Price (VWAP) Indicators for Backtrader
open-source framework for building and deploying high-frequency trading bots using Python. It provides a low-latency, modular system for running sophisticated strategies like VWAP and arbitrage across multiple exchanges.
This repo concentrates all of my work about the simple vwap strategy for freqtrade france
A Python backend server that integrates with TradingView and Tastytrade to automate the submission of trades for ES and NQ futures contracts, providing seamless execution of strategies based on TradingView signals.
EMA-VWAP crossover trading strategy in Python
Real time VWAP (volume-weighted average price) calculation engine for cryptocurrency prices.
Real-world validation of RL execution strategies using historical market data. Backtesting framework for PPO+DQN agents with walk-forward validation, regime analysis, and industry-standard benchmarks (VWAP/TWAP). Built with Alpaca API for market data.
Pivoted Wvap with rolling weigthed std dev bands per day utc
Momentum Intraday trading in Vietnamese Market
📊 Extract 30+ trading metrics (CVD, VWAP, Imbalance, Exhaustion, Large Trades) from Bybit BTC/USDT order book and trade data. Built with Polars for 10x speed. Kaggle-ready pipeline processes 245 days in 4-5 hours.
A Selenium webscraper script that fetches historical share values for a company and calculates its 90 day VWAP.
An automated trading bot for Indian stock market (NSE) using VWAP + RSI and OHL Strategy .
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